re :Is it possible to recreate the mbx file if all I have is the msf file?

No. The *.msf files are just indexing files, they do not contain emails.

If the mbox file (same name as *.msf file, but with no extension) is suddenly missing then check it has not been quarrantined by Anti-Virus product. You might be able to recover it.

If you use an AV product, I would recommend you do not allow it to scan Thunderbird folders files or at least if scanning is allowed then it must ask what to do and never fix it.

re: Judging from its size (4.2 MB)

That is a seriously large file for an indexing file. It must have contained thousands of emails just in one single text document or you never compacted a file, so it was still full of deleted emails.

Do you have any backups of your profile ?

Thanks for the help. I'll look for a backup.